09.07.2024 10:08
REPO risk parameters change for the security DIAS
As per the Securities market risk parameters methodology, on 09.07.2024, 10-08 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -98.12 %), penalty rate and IR Risk Rate (up to -16.23 rub) for the security DIAS were changed. New values are available here